I'm usually against conveniences in games. I want there to be a bit of an effort to do things, as well as immersion in the game world.
But lately, mailboxes have started bugging me.
- They litter the mini-map and take up space around it.
- They are everywhere in towns nowadays, which is not only illogical but also looks daft.
- They force you to go somewhere just to trade with your alt or receive some money from the Auction House, or when you receive a letter from an NPC.
Why not take the Guild Wars 2 route and place the mailbox in the interface? If you want it to make sense lore-wise, just say the Ethereals did it.